+52.1%
FDX vs Z
-59.6%
+111.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -2.1% | -13.1% | +11.0% | -0.8% |
| 30D | +10.4% | +5.9% | +4.5% | +10.2% |
| 3M | +0.5% | -13.7% | +14.1% | +1.4% |
| 6M | +6.5% | -27.1% | +33.6% | +9.3% |
| YTD | +40.2% | -56.8% | +97.0% | +46.1% |
| 1Y | +52.1% | -60.2% | +112.3% | +60.3% |
| All | +52.1% | -59.6% | +111.7% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling